Changing name in US after marriage as a Brazilian national?

So, my sister in law is looking to change her name after marrying into the family. She’s from Brazil but hasn’t been back since she was 17. She married an American, and wants to change her name. I know how to do it with all the American documents, but does anyone know the extra steps required to change her name on her immigration documents? I can’t seem to find any articles online to help her out. I just recommended getting in touch with the Brazilian embassy and seeing what they say.